yeah, It's annoying when that happens. with me, I find my dream fades as soon as I try to say my name out loud or think too much about the fact I'm not awake.
When you're in a dream, try kneeling on a carpet. It helps, because you can feel the grains and textures of the floor. rubbing and spinning are good. try not to focus on stuff too much and if you close your eyes, remind yourself that your eyes were closed in real life anyway so it shouldn't matter if you do it now.